US GOVERNMENT Value At Risk
| USGFX Fund | | | USD 11.98 0.05 0.42% |
Value At Risk (or VAR) is a statistical technique used to measure the level of financial risk of investment instrument over a specific time frame. It is a widely used measure of the risk of loss on a specific investing instrument. Below is US GOVERNMENT's current Value At Risk with peer comparisons and related risk metrics.
Current Value At Risk Value
US GOVERNMENT registers a Value At Risk of
-0.50, reflecting the estimated maximum daily loss at the given confidence level. The relatively contained VaR suggests limited tail risk for US GOVERNMENT under normal conditions.
Value At Risk | = | ER[a] x N | + | (Z-SCORE x STD x SQRT (N)) |
| = | -0.50 | |
| ER[a] | = | Expected return on investing in US GOVERNMENT |
| STD | = | Standard Deviation of US GOVERNMENT |
| N | = | Number of points for the period |
| Z-SCORE | = | Number of standard deviations above or below the mean |
Value At Risk Peers Comparison
The peer group averages -1.46 for Value At Risk, with US GOVERNMENT at -0.4983 falling above that level. Readings span -2.1834 (Massmutual Premier Global) to 0.0 (). US GOVERNMENT carries higher tail risk than the peer average at the given confidence level.
Value At Risk Relative To Other Indicators
The chart below plots Value At Risk against Maximum Drawdown for Us Government and its peers. Each point represents one equity — position along the horizontal axis shows Value At Risk while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Compare US GOVERNMENT to PeersMethodology, Assumptions & Data Sources
US GOVERNMENT's Value At Risk currently stands at -0.50. US GOVERNMENT's Value At Risk is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Data sources include daily closing prices from supported exchanges, with standard corporate action adjustments applied. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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